Market Risk Manager - Vice President
- Posted: 31/05/2023
- Salary: 120000
- Location: Paris, Paris, France
- Job Type: Permanent/Fixed Term
The role:
- Key point of contact for traders
- Daily aggregation, validation, and monitoring of risk
- Identification and investigation of changes to risk profile
- Ad hoc risk-related projects and infrastructure building
- Master’s degree in Applied Mathematics, Financial Mathematics, or related quantitative field
- Experience with structured rate products and their risk profiles,
- Understanding of Greeks and impact on VaR
- Fluent French / English